Nonparametric estimation of finite mixtures
Author
Abstract
Suggested Citation
Download full text from publisher
Other versions of this item:
- Stéphane Bonhomme & Koen Jochmans & Jean-Marc Robin, 2013. "Nonparametric estimation of finite mixtures," Working Papers hal-00972868, HAL.
- Stéphane Bonhomme & Koen Jochmans & Jean-Marc Robin, 2013. "Nonparametric estimation of finite mixtures," Sciences Po Economics Discussion Papers 2013-09, Sciences Po Departement of Economics.
- Stéphane Bonhomme & Koen Jochmans & Jean-Marc Robin, 2013. "Nonparametric estimation of finite mixtures," SciencePo Working papers Main hal-00972868, HAL.
- Stéphane Bonhomme & Koen Jochmans & Jean-Marc Robin, 2013. "Nonparametric estimation of finite mixtures," SciencePo Working papers hal-00972868, HAL.
References listed on IDEAS
- Kleibergen, Frank & Paap, Richard, 2006.
"Generalized reduced rank tests using the singular value decomposition,"
Journal of Econometrics, Elsevier, vol. 133(1), pages 97-126, July.
- Frank Kleibergen & Richard Paap, 2003. "Generalized Reduced Rank Tests using the Singular Value Decomposition," Tinbergen Institute Discussion Papers 03-003/4, Tinbergen Institute.
- Richard Paap & Frank Kleibergen, 2004. "Generalized Reduced Rank Tests using the Singular Value Decomposition," Econometric Society 2004 Australasian Meetings 195, Econometric Society.
- Kleibergen, F.R. & Paap, R., 2003. "Generalized Reduced Rank Tests using the Singular Value Decomposition," Econometric Institute Research Papers EI 2003-01, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Martin Browning & Mette Ejrnæs & Javier Alvarez, 2010.
"Modelling Income Processes with Lots of Heterogeneity,"
The Review of Economic Studies, Review of Economic Studies Ltd, vol. 77(4), pages 1353-1381.
- Javier Alvarez & Martin Browning & Mette Ejrnæs, 2001. "Modelling Income Processes with lots of heterogeneity," CAM Working Papers 2002-01, University of Copenhagen. Department of Economics. Centre for Applied Microeconometrics.
- Martin Browning & Mette Ejrnaes & Javier Alvarez, 2006. "Modelling income processes with lots of heterogeneity," Economics Series Working Papers 285, University of Oxford, Department of Economics.
- Javier Alvarez & Martin Browning & Mette Ejrnæs, 2002. "Modelling income processes with lots of heterogeneity," 10th International Conference on Panel Data, Berlin, July 5-6, 2002 D2-3, International Conferences on Panel Data.
- James B. McDonald, 2008.
"Some Generalized Functions for the Size Distribution of Income,"
Economic Studies in Inequality, Social Exclusion, and Well-Being, in: Duangkamon Chotikapanich (ed.), Modeling Income Distributions and Lorenz Curves, chapter 3, pages 37-55,
Springer.
- McDonald, James B, 1984. "Some Generalized Functions for the Size Distribution of Income," Econometrica, Econometric Society, vol. 52(3), pages 647-663, May.
- Bonhomme, Stphane & Robin, Jean-Marc, 2009.
"Consistent noisy independent component analysis,"
Journal of Econometrics, Elsevier, vol. 149(1), pages 12-25, April.
- Stéphane Bonhomme & Jean-Marc Robin, 2008. "Consistent noisy independent component analysis," CeMMAP working papers CWP04/08, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Jean-Marc Robin & Stéphane Bonhomme, 2009. "Consistent Noisy Independent Component Analysis," Post-Print hal-01022621, HAL.
- Stéphane Bonhomme & Jean-Marc Robin, 2009. "Consistent Noisy Independent Component Analysis," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00642732, HAL.
- Jean-Marc Robin & Stéphane Bonhomme, 2009. "Consistent Noisy Independent Component Analysis," Sciences Po publications info:hdl:2441/eu4vqp9ompq, Sciences Po.
- Yingyao Hu & Susanne M. Schennach, 2008. "Instrumental Variable Treatment of Nonclassical Measurement Error Models," Econometrica, Econometric Society, vol. 76(1), pages 195-216, January.
- Stéphane Bonhomme & Jean-Marc Robin, 2009. "Consistent Noisy Independent Component Analysis," Post-Print hal-00642732, HAL.
- repec:hal:spmain:info:hdl:2441/eu4vqp9ompqllr09j01si09a2 is not listed on IDEAS
- Robin, Jean-Marc & Smith, Richard J., 2000.
"Tests Of Rank,"
Econometric Theory, Cambridge University Press, vol. 16(2), pages 151-175, April.
- Robin, J.M. & Smith, R.J., 1995. "Tests of Rank," Cambridge Working Papers in Economics 9521, Faculty of Economics, University of Cambridge.
- Jean-Marc Robin & Richard J. Smith, 2000. "Tests of rank," Post-Print hal-00357758, HAL.
- Peter Gottschalk & Robert Moffitt, 1994. "The Growth of Earnings Instability in the U.S. Labor Market," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 25(2), pages 217-272.
- Peter Hall & Amnon Neeman & Reza Pakyari & Ryan Elmore, 2005. "Nonparametric inference in multivariate mixtures," Biometrika, Biometrika Trust, vol. 92(3), pages 667-678, September.
- Newey, Whitney K., 1997. "Convergence rates and asymptotic normality for series estimators," Journal of Econometrics, Elsevier, vol. 79(1), pages 147-168, July.
- Jean-Marc Robin & Stéphane Bonhomme, 2009. "Consistent Noisy Independent Component Analysis," SciencePo Working papers hal-01022621, HAL.
- Robert A. Moffitt & Peter Gottschalk, 2012. "Trends in the Transitory Variance of Male Earnings: Methods and Evidence," Journal of Human Resources, University of Wisconsin Press, vol. 47(1), pages 204-236.
- Magnus, Jan R., 1985.
"On Differentiating Eigenvalues and Eigenvectors,"
Econometric Theory, Cambridge University Press, vol. 1(2), pages 179-191, August.
- Magnus, J.R., 1985. "On differentiating eigenvalues and eigenvectors," Other publications TiSEM f410e3a5-ba9b-4787-b8cc-4, Tilburg University, School of Economics and Management.
- Ahn, Hyungtaik & Powell, James L., 1993.
"Semiparametric estimation of censored selection models with a nonparametric selection mechanism,"
Journal of Econometrics, Elsevier, vol. 58(1-2), pages 3-29, July.
- Ahn, H. & Powell, J.L., 1990. "Semiparametric Estimation Of Censored Selection Models With A Nonparametric Selection Mechanism," Working papers 90-33, Wisconsin Madison - Social Systems.
- Stéphane Bonhomme & Jean-Marc Robin, 2009. "Consistent Noisy Independent Component Analysis," PSE-Ecole d'économie de Paris (Postprint) hal-00642732, HAL.
- Jean-Marc Robin & Richard Smith, 2000. "Tests of rank," Post-Print hal-03587662, HAL.
- Bura, E. & Pfeiffer, R., 2008. "On the distribution of the left singular vectors of a random matrix and its applications," Statistics & Probability Letters, Elsevier, vol. 78(15), pages 2275-2280, October.
- repec:hal:wpspec:info:hdl:2441/eu4vqp9ompqllr09j01si09a2 is not listed on IDEAS
- Hiroyuki Kasahara & Katsumi Shimotsu, 2009. "Nonparametric Identification of Finite Mixture Models of Dynamic Discrete Choices," Econometrica, Econometric Society, vol. 77(1), pages 135-175, January.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Marc Henry & Koen Jochmans & Bernard Salanié, 2014.
"Inference on Mixtures Under Tail Restrictions,"
Working Papers
hal-01053810, HAL.
- Marc Henry & Koen Jochmans & Bernard Salanié, 2015. "Inference on Mixtures Under Tail Restrictions," Sciences Po Economics Discussion Papers 2014-01, Sciences Po Departement of Economics.
- Marc Henry & Koen Jochmans & Bernard Salanié, 2014. "Inference on Mixtures Under Tail Restrictions," SciencePo Working papers Main hal-01053810, HAL.
- Marc Henry & Koen Jochmans & Bernard Salanié, 2014. "Inference on Mixtures Under Tail Restrictions," SciencePo Working papers hal-01053810, HAL.
- Marc Henry & Koen Jochmans & Bernard Salanié, 2015. "Inference on Mixtures Under Tail Restrictions," Sciences Po publications 2014-01, Sciences Po.
- Brodaty, Thomas & Gary-Bobo, Robert J. & Prieto, Ana, 2014. "Do risk aversion and wages explain educational choices?," Journal of Public Economics, Elsevier, vol. 117(C), pages 125-148.
- Stéphane Bonhomme & Koen Jochmans & Jean-Marc Robin, 2014.
"Nonparametric spectral-based estimation of latent structures,"
CeMMAP working papers
18/14, Institute for Fiscal Studies.
- Stéphane Bonhomme & Koen Jochmans & Jean-Marc Robin, 2014. "Nonparametric spectral-based estimation of latent structures," CeMMAP working papers CWP18/14, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- repec:hal:spmain:info:hdl:2441/f6h8764enu2lskk9p2m96cphi is not listed on IDEAS
- repec:hal:wpspec:info:hdl:2441/f6h8764enu2lskk9p2m96cphi is not listed on IDEAS
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Stéphane Bonhomme & Koen Jochmans & Jean-Marc Robin, 2014.
"Nonparametric estimation of finite measures,"
CeMMAP working papers
11/14, Institute for Fiscal Studies.
- Stéphane Bonhomme & Koen Jochmans & Jean-Marc Robin, 2014. "Nonparametric estimation of finite measures," CeMMAP working papers CWP11/14, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- repec:hal:wpspec:info:hdl:2441/7o52iohb7k6srk09n8t4k21sm is not listed on IDEAS
- repec:hal:spmain:info:hdl:2441/7o52iohb7k6srk09n8t4k21sm is not listed on IDEAS
- Guay, Alain, 2021. "Identification of structural vector autoregressions through higher unconditional moments," Journal of Econometrics, Elsevier, vol. 225(1), pages 27-46.
- Susanne M. Schennach, 2012.
"Measurement error in nonlinear models - a review,"
CeMMAP working papers
41/12, Institute for Fiscal Studies.
- Susanne M. Schennach, 2012. "Measurement error in nonlinear models - a review," CeMMAP working papers CWP41/12, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Ben-Moshe, Dan, 2018. "Identification Of Joint Distributions In Dependent Factor Models," Econometric Theory, Cambridge University Press, vol. 34(1), pages 134-165, February.
- Brandts, Jordi & El Baroudi, Sabrine & Huber, Stefanie J. & Rott, Christina, 2021.
"Gender differences in private and public goal setting,"
Journal of Economic Behavior & Organization, Elsevier, vol. 192(C), pages 222-247.
- Jordi Brandts & Sabrine El Baroudi & Stefanie J. Huber & Cristina Rott, 2021. "Gender Differences in Private and Public Goal Setting," Working Papers 1231, Barcelona School of Economics.
- Jordi Brandts & Sabrine El Baroudi & Stefanie Huber & Christina Rott, 2022. "Gender Differences in Private and Public Goal Setting," Tinbergen Institute Discussion Papers 22-008/II, Tinbergen Institute.
- Qihui Chen & Zheng Fang, 2018. "Improved Inference on the Rank of a Matrix," Papers 1812.02337, arXiv.org, revised Mar 2019.
- Ruli Xiao, 2016. "Nonparametric Identification of Dynamic Games with Multiple Equilibria and Unobserved Heterogeneity," CAEPR Working Papers 2016-002, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
- Oliver Cassagneau-Francis, 2022.
"Revisiting the Returns to Higher Education: Heterogeneity by Cognitive and Non-Cognitive Abilities,"
SciencePo Working papers Main
hal-04067399, HAL.
- Oliver Cassagneau-Francis, 2022. "Revisiting the Returns to Higher Education: Heterogeneity by Cognitive and Non-Cognitive Abilities," Working Papers hal-04067399, HAL.
- Heckman, James J. & Humphries, John Eric & Veramendi, Gregory, 2016. "Dynamic treatment effects," Journal of Econometrics, Elsevier, vol. 191(2), pages 276-292.
- Ruli Xiao, 2015. "Identification and Estimation of Incomplete Information Games with Multiple Equilibria," CAEPR Working Papers 2015-007, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
- Jane Cooley Fruehwirth & Salvador Navarro & Yuya Takahashi, 2016.
"How the Timing of Grade Retention Affects Outcomes: Identification and Estimation of Time-Varying Treatment Effects,"
Journal of Labor Economics, University of Chicago Press, vol. 34(4), pages 979-1021.
- Jane Cooley Fruehwirth & Salvador Navarro & Yuya Takahashi, 2011. "How The Timing of Grade Retention Affects Outcomes: Identification and Estimation of Time-Varying Treatment Effects," Working Papers 2011-015, Human Capital and Economic Opportunity Working Group.
- Jane Cooley Fruehwirth & Salvador Navarro & Yuya Takahashi, 2011. "How the Timing of Grade Retention Affects Outcomes: Identification and Estimation of Time-Varying Treatment Effects," University of Western Ontario, Centre for Human Capital and Productivity (CHCP) Working Papers 20117, University of Western Ontario, Centre for Human Capital and Productivity (CHCP).
- Bonhomme, Stéphane & Jochmans, Koen & Robin, Jean-Marc, 2017.
"Nonparametric estimation of non-exchangeable latent-variable models,"
Journal of Econometrics, Elsevier, vol. 201(2), pages 237-248.
- Stéphane Bonhomme & Koen Jochmans & Jean-Marc Robin, 2017. "Nonparametric estimation of non-exchangeable latent-variable models," Post-Print hal-03264006, HAL.
- Stéphane Bonhomme & Koen Jochmans & Jean-Marc Robin, 2017. "Nonparametric estimation of non-exchangeable latent-variable models," SciencePo Working papers Main hal-03264006, HAL.
- Luo, Yao & Xiao, Ping & Xiao, Ruli, 2022. "Identification of dynamic games with unobserved heterogeneity and multiple equilibria," Journal of Econometrics, Elsevier, vol. 226(2), pages 343-367.
- Lukas Hoesch & Adam Lee & Geert Mesters, 2022. "Robust inference for non-Gaussian SVAR models," Economics Working Papers 1847, Department of Economics and Business, Universitat Pompeu Fabra.
- Stéphane Bonhomme & Koen Jochmans & Jean-Marc Robin, 2014.
"Nonparametric spectral-based estimation of latent structures,"
CeMMAP working papers
CWP18/14, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Stéphane Bonhomme & Koen Jochmans & Jean-Marc Robin, 2014. "Nonparametric spectral-based estimation of latent structures," CeMMAP working papers 18/14, Institute for Fiscal Studies.
- Neto, David, 2022. "Revisiting spillovers between investor attention and cryptocurrency markets using noisy independent component analysis and transfer entropy," The Journal of Economic Asymmetries, Elsevier, vol. 26(C).
- Hiroyuki Kasahara & Katsumi Shimotsu, 2007. "Nonparametric Identification And Estimation Of Multivariate Mixtures," Working Paper 1153, Economics Department, Queen's University.
- Sascha A. Keweloh, 2023. "Uncertain Short-Run Restrictions and Statistically Identified Structural Vector Autoregressions," Papers 2303.13281, arXiv.org, revised Apr 2024.
- Benjamin Williams, 2018. "Identification of the Linear Factor Model," Working Papers 2018-002, The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting.
- Lukas Hoesch & Adam Lee & Geert Mesters, 2022. "Locally Robust Inference for Non-Gaussian SVAR Models," Working Papers 1367, Barcelona School of Economics.
More about this item
Keywords
finite-mixture model; nonparametric estimation; series expansion; simultaneousdiagonalization system.;All these keywords.
NEP fields
This paper has been announced in the following NEP Reports:- NEP-GER-2014-04-11 (German Papers)
Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:spo:wpmain:info:hdl:2441/7o52iohb7k6srk09n8t4k21sm. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Spire @ Sciences Po Library (email available below). General contact details of provider: https://edirc.repec.org/data/ecspofr.html .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.